The loud and proud auteur has been dabbling here and there with short films, producing, script and story polishing — but the “Hedwig and the Angry Inch” filmmaker hasn’t given us a feature since 2010’s stark “Rabbit Hole.”

He’s back with an army of ambiguous millennials, and a much more joyous reteam with Nicole Kidman. More good news for your Monday? Sean Baker has successfully captured the joy and abject poverty of Florida as he did...